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functime-org/functime

A Python library for global forecasting and time-series feature extraction on large panel datasets, built on Polars for parallel processing.

1.2k stars Python Domain AppsML Frameworks
functime
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functime is a time-series machine learning library focused on global forecasting and automated feature extraction for panel data. It provides preprocessing transforms, cross-validation splitters (expanding/sliding windows), and forecast metrics like MASE and SMAPE. Built as lazy Polars transforms to enable embarrassingly parallel computation across thousands of time series.

Frequently asked

What is functime-org/functime?
A Python library for global forecasting and time-series feature extraction on large panel datasets, built on Polars for parallel processing.
Is functime open source?
Yes — functime-org/functime is open source, released under the Apache-2.0 license.
What language is functime written in?
functime-org/functime is primarily written in Python.
How popular is functime?
functime-org/functime has 1.2k stars on GitHub.
Where can I find functime?
functime-org/functime is on GitHub at https://github.com/functime-org/functime.

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